(07/01/2025) - Master's: Markov Chain - Milton Jara - Class 01

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Instituto de Matemática Pura e Aplicada

Published on Streamed live on Jan 7, 2025
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Summer School 2025 Professor: Milton Jara Video playlist: https://bit.ly/3VUQIIs Prerequisite: Familiarity with elementary probability concepts (at the level of Chapter 1 of “Probability: An Intermediate Course” by Barry James, for example). Some knowledge of linear algebra and/or elementary algebra is advisable, but not essential. The course will be based on the book “Markov Chains and Mixing Times” by Levin, Peres and Wilmer, and will consist of two parts. The first part, approximately one month long, will cover the first chapters of the book and introduce basic concepts about Markov Chains. The second part of the course will cover selected topics from the book by Levin, Peres and Wilmer and/or other sources, and will include applications of Markov Chain theory to areas of recent research. Reference: LEVIN, DA, PERES, Y. , WILMER EL – Markov chains and mixing times, Providence, RI : American Mathematical Society, c2009. Basic syllabus. The teacher has autonomy to make any changes. IMPA Social Networks: https://linktr.ee/impabr IMPA - Institute of Pure and Applied Mathematics © https://www.impa.br https://impa.br/videos The rights over all the material in this channel belong to the Institute of Pure and Applied Mathematics, and it is forbidden to use all or part of it without prior written authorization from the above mentioned holder, except in the cases prescribed in the current legislation. The rights over all the material in this channel belong to the Institute of Pure and Applied Mathematics, and it is forbidden to use all or part of it without prior written authorization from the above mentioned holder, except in the cases prescribed in the current legislation.

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